Continuous time random walk as a random walk in a random environment

Abstract

We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index $0<\alpha <1$($DOA\left(\alpha \right))$ the functional stable convergence is a time-changed renewal convergence of distribution of finite mean. Applied to Continuous Time Random Walk(CTRW) á la Montroll and Wiess we show that CTRW with renewal times in a weakly dense set of $DOA\left(\alpha \right)$ can be realized as random walk in a random environment. We find the quenched limit and give a bound on the error of the approximation.